+265.4%
VZ vs IWF
+682.3%
-416.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +8.9% | -8.3% | +17.2% | +12.8% |
| 3M | +0.1% | -5.6% | +5.7% | +2.1% |
| 6M | +1.9% | -5.4% | +7.3% | +3.2% |
| YTD | +22.0% | -1.2% | +23.2% | +20.3% |
| 1Y | +22.1% | -2.7% | +24.8% | +21.1% |
| 3Y | +58.7% | +67.8% | -9.1% | +15.4% |
| 5Y | +22.3% | +60.1% | -37.8% | -11.5% |
| 10Y | +71.6% | +392.2% | -320.5% | -40.5% |
| All | +265.4% | +682.3% | -416.9% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling